+1,176.3%
WYNN vs EXEL
+1,536.2%
-359.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.7% |
| 7D | -3.4% | -2.9% | -0.6% | -2.8% |
| 30D | -15.4% | +11.9% | -27.3% | -17.5% |
| 3M | -15.8% | +9.2% | -25.0% | -17.7% |
| 6M | -13.5% | +39.1% | -52.6% | -20.0% |
| YTD | -26.0% | +31.0% | -57.0% | -30.8% |
| 1Y | -27.4% | +52.3% | -79.7% | -34.6% |
| 3Y | -3.7% | +159.7% | -163.5% | -25.4% |
| 5Y | -9.8% | +187.7% | -197.5% | -32.4% |
| 10Y | +1.1% | +379.4% | -378.3% | -38.5% |
| All | +1,176.3% | +1,536.2% | -359.9% | +380.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EXEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling